-1.3%
ETN vs LDOS
-31.4%
+30.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +1.5% |
| 7D | +2.4% | -1.3% | +3.8% | +2.3% |
| 30D | -15.2% | +10.1% | -25.3% | -14.8% |
| 3M | -21.2% | -4.7% | -16.6% | -21.1% |
| 6M | -13.5% | +5.6% | -19.0% | -12.3% |
| YTD | +14.5% | -25.1% | +39.6% | +11.2% |
| All | -1.3% | -31.4% | +30.2% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling